Estimating level sets of a distribution function using a plug-in method: a multidimensional extension

Elena Di Bernadino, Thomas Laloë

This paper deals with the problem of estimating the level sets $L(c)=\{F(x)\ge c\}$, with $c\in (0,1)$, of an unknown distribution function $F$ on \mathbb{R}^d_+$. A plug-in a…